I successfully got out of a gym membership that they refused to cancel, so let me share the exact steps. This was with a major chain gym and they used every trick in the book to keep charging me.
First, know your state law. Over 30 states have specific statutes governing gym and health club memberships. Most of these laws require gyms to honor cancellations within a certain timeframe, provide written confirmation of cancellation, and stop billing within one or two billing cycles. Many also mandate a cooling-off period after signing (typically 3-5 business days) where you can cancel with a full refund regardless of the contract terms.
Second, send your cancellation in writing via certified mail with return receipt requested. Even if the gym says you have to cancel in person or over the phone, a written notice creates a paper trail. Keep the tracking number and delivery confirmation. This becomes critical evidence if they keep charging you.
Third, if they continue billing after your written cancellation, dispute the charges with your bank or credit card company. Explain that you canceled the service and the charges are unauthorized. Your bank can also place a block on the merchant to prevent future charges. If you paid via ACH or checking account, contact your bank about placing a stop payment and changing your account number if necessary.
Fourth, file a complaint with your state attorney general consumer protection division. Gyms that systematically make cancellation difficult are committing unfair business practices, and AG offices take these complaints seriously because they tend to affect many consumers at once. In my case, I also filed with the BBB and left reviews describing the difficulty. The gym refunded three months of charges within a week of receiving the AG complaint.